Impressing a spiral on the surface of a cone
Since the example isn't linear, you could make a profile and bend it

Create the shaft profile as a flat plane. Subdivide it evenly using loopcuts.
Give it a Simple Deform Modifier &gt; Bend and target an Empty 01
Add Simple Deform Modifier &gt; Taper and target Empty 02

By moving Empty 01, change the diameter of the shaft.
By moving Empty 02, change the taper direction.
Then just apply the modifiers, fill the gap you're done.